Since proteins and blood cells are way too big to be filtraded in the glomerulus, yes, they are not part of the filtrate. But don't forget that due to some diseases, there may be blood cells in the filtrate (and in the urine, too). Also, when someone's got diabetes, there's glucose in the urine, due to the high blood sugar levels (the pancreas doesn't secrete normal quantities of insulin or the insulin doesn't produce any effects).